I went to KLCC the other day to look for one but I couldn't find any. The closest is tennis skirt but I don't like the fabric. It felt heavy and I need to wear light clothing while I run of course.
Then while I was surfing just now I found runningskirts.com. Good news for me it is available in Athlete's Circle in Jaya One. So I'm going to go and check it out. Speaking of Athlete's Circle ... I'll be checking out Skins Compressions pants too. Hope I find what I like there.